+164.0%
PAYX vs VFC
-69.1%
+233.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -0.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.6% |
| 30D | -3.8% | -9.0% | +5.2% | -2.0% |
| 3M | +17.9% | -24.2% | +42.0% | +23.8% |
| 6M | +26.1% | -18.5% | +44.6% | +29.4% |
| YTD | +6.7% | -25.9% | +32.6% | +11.4% |
| 1Y | -10.7% | -13.0% | +2.2% | -11.0% |
| 3Y | +7.0% | -20.3% | +27.3% | -4.4% |
| 5Y | +22.6% | -78.1% | +100.7% | +73.2% |
| All | +164.0% | -69.1% | +233.1% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling